Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 104695.67 Day 46 13871.63 91-180 Days E-10 2522.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33718.08 Day 46 2540.42 91-180 Days E-3 3960.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7191.31 Day 46 1014.68 30-90 Days E-4 212.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34158.06 Day 46 1005.82 Open E-5 6769.19 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82642.26 Day 46 727.68 91-180 Days E-6 6288.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 101341.93 Day 46 12363.71 30-90 Days E-7 2529.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37078.66 Day 46 3862.60 91-180 Days E-8 5669.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3598.34 Day 46 140.36 91-180 Days E-9 542.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 42880.44 Day 46 228.76 <30 Days G-4 5859.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 67847.99 Day 46 3680.71 Open IG-3 9757.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2100.63 Day 46 127.08 <30 Days IG-4 404.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 91662.98 Day 46 9004.87 <30 Days IG-5 2306.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 112570.28 Day 46 10270.53 Open IG-6 16067.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69580.51 Day 46 4188.60 30-90 Days IG-7 1353.29 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 98288.97 Day 46 2708.10 Open IG-8 4132.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 15464.26 Day 46 1802.28 Open L-1 2079.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56155.88 Day 46 1973.98 <30 Days L-10 10238.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90949.49 Day 46 12311.81 91-180 Days L-11 2763.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101692.34 Day 46 86.97 30-90 Days L-2 12584.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 19974.07 Day 46 133.35 91-180 Days L-3 1527.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46360.60 Day 46 4434.62 Open L-4 1823.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36682.61 Day 46 4910.25 <30 Days L-5 2124.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33290.90 Day 46 4714.48 Open L-6 997.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100465.76 Day 46 1509.81 30-90 Days L-7 1242.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85697.18 Day 46 8680.77 Open L-8 14592.24 No Finance